Computationally efficient recursions for top-order invariant polynomials with applications

The top-order zonal polynomials Ck(A),and top-order invariant polynomials Ck1,...,kr(A1,...,Ar)in which each of the partitions of ki,i = 1,..., r,has only one part, occur frequently in multivariate distribution theory, and econometrics - see, for example Phillips (1980, 1984, 1985, 1986), Hillier (1985, 2001), Hillier and Satchell (1986), and Smith (1989, 1993). However, even with the recursive algorithms of Ruben (1962) and Chikuse (1987), numerical evaluation of these invariant polynomials is extremely time consuming. As a result, the value of invariant polynomials has been largely confined to analytic work on distribution theory. In this paper we present new, very much more efficient, algorithms for computing both the top-order zonal and invariant polynomials. These results should make the theoretical results involving these functions much more valuable for direct practical study. We demonstrate the value of our results by providing fast and accurate algorithms for computing the moments of a ratio of quadratic forms in normal random variables.

Improving multivariate Horner schemes with Monte Carlo tree search

Optimizing the cost of evaluating a polynomial is a classic problem in computer science. For polynomials in one variable, Horner's method provides a scheme for producing a computationally efficient form. For multivariate polynomials it is possible to generalize Horner's method, but this leaves freedom in the order of the variables. Traditionally, greedy schemes like most-occurring variable first are used. This simple textbook algorithm has given remarkably efficient results. Finding better algorithms has proved difficult. In trying to improve upon the greedy scheme we have implemented Monte Carlo tree search, a recent search method from the field of artificial intelligence. This results in better Horner schemes and reduces the cost of evaluating polynomials, sometimes by factors up to two.Comment: 5 page

Sparse multivariate polynomial interpolation in the basis of Schubert polynomials

Schubert polynomials were discovered by A. Lascoux and M. Sch\"utzenberger in the study of cohomology rings of flag manifolds in 1980's. These polynomials generalize Schur polynomials, and form a linear basis of multivariate polynomials. In 2003, Lenart and Sottile introduced skew Schubert polynomials, which generalize skew Schur polynomials, and expand in the Schubert basis with the generalized Littlewood-Richardson coefficients. In this paper we initiate the study of these two families of polynomials from the perspective of computational complexity theory. We first observe that skew Schubert polynomials, and therefore Schubert polynomials, are in \CountP (when evaluating on non-negative integral inputs) and \VNP. Our main result is a deterministic algorithm that computes the expansion of a polynomial $f$ of degree $d$ in $\Z[x_1, \dots, x_n]$ in the basis of Schubert polynomials, assuming an oracle computing Schubert polynomials. This algorithm runs in time polynomial in $n$, $d$, and the bit size of the expansion. This generalizes, and derandomizes, the sparse interpolation algorithm of symmetric polynomials in the Schur basis by Barvinok and Fomin (Advances in Applied Mathematics, 18(3):271--285). In fact, our interpolation algorithm is general enough to accommodate any linear basis satisfying certain natural properties. Applications of the above results include a new algorithm that computes the generalized Littlewood-Richardson coefficients.Comment: 20 pages; some typos correcte